CME British Pound Future March 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
1.5144 |
1.5092 |
-0.0052 |
-0.3% |
1.5035 |
| High |
1.5159 |
1.5113 |
-0.0046 |
-0.3% |
1.5159 |
| Low |
1.5081 |
1.5045 |
-0.0036 |
-0.2% |
1.4900 |
| Close |
1.5102 |
1.5062 |
-0.0040 |
-0.3% |
1.5102 |
| Range |
0.0078 |
0.0068 |
-0.0010 |
-12.8% |
0.0259 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
8,269 |
19,299 |
11,030 |
133.4% |
24,125 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5277 |
1.5238 |
1.5099 |
|
| R3 |
1.5209 |
1.5170 |
1.5081 |
|
| R2 |
1.5141 |
1.5141 |
1.5074 |
|
| R1 |
1.5102 |
1.5102 |
1.5068 |
1.5088 |
| PP |
1.5073 |
1.5073 |
1.5073 |
1.5066 |
| S1 |
1.5034 |
1.5034 |
1.5056 |
1.5020 |
| S2 |
1.5005 |
1.5005 |
1.5050 |
|
| S3 |
1.4937 |
1.4966 |
1.5043 |
|
| S4 |
1.4869 |
1.4898 |
1.5025 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5831 |
1.5725 |
1.5244 |
|
| R3 |
1.5572 |
1.5466 |
1.5173 |
|
| R2 |
1.5313 |
1.5313 |
1.5149 |
|
| R1 |
1.5207 |
1.5207 |
1.5126 |
1.5260 |
| PP |
1.5054 |
1.5054 |
1.5054 |
1.5080 |
| S1 |
1.4948 |
1.4948 |
1.5078 |
1.5001 |
| S2 |
1.4795 |
1.4795 |
1.5055 |
|
| S3 |
1.4536 |
1.4689 |
1.5031 |
|
| S4 |
1.4277 |
1.4430 |
1.4960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5159 |
1.4900 |
0.0259 |
1.7% |
0.0130 |
0.9% |
63% |
False |
False |
8,233 |
| 10 |
1.5191 |
1.4900 |
0.0291 |
1.9% |
0.0106 |
0.7% |
56% |
False |
False |
4,645 |
| 20 |
1.5337 |
1.4900 |
0.0437 |
2.9% |
0.0090 |
0.6% |
37% |
False |
False |
2,592 |
| 40 |
1.5496 |
1.4900 |
0.0596 |
4.0% |
0.0099 |
0.7% |
27% |
False |
False |
1,347 |
| 60 |
1.5640 |
1.4900 |
0.0740 |
4.9% |
0.0102 |
0.7% |
22% |
False |
False |
908 |
| 80 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0094 |
0.6% |
18% |
False |
False |
683 |
| 100 |
1.5789 |
1.4900 |
0.0889 |
5.9% |
0.0086 |
0.6% |
18% |
False |
False |
546 |
| 120 |
1.5855 |
1.4900 |
0.0955 |
6.3% |
0.0075 |
0.5% |
17% |
False |
False |
455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5402 |
|
2.618 |
1.5291 |
|
1.618 |
1.5223 |
|
1.000 |
1.5181 |
|
0.618 |
1.5155 |
|
HIGH |
1.5113 |
|
0.618 |
1.5087 |
|
0.500 |
1.5079 |
|
0.382 |
1.5071 |
|
LOW |
1.5045 |
|
0.618 |
1.5003 |
|
1.000 |
1.4977 |
|
1.618 |
1.4935 |
|
2.618 |
1.4867 |
|
4.250 |
1.4756 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.5079 |
1.5052 |
| PP |
1.5073 |
1.5043 |
| S1 |
1.5068 |
1.5033 |
|